A BMO estimate for stochastic singular integral operators and its application to SPDEs

DOI10.1016/j.jfa.2015.05.015zbMath1329.60162OpenAlexW608021693MaRDI QIDQ2355438

Ildoo Kim

Publication date: 23 July 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2015.05.015

zbMATH Keywords

stochastic partial differential equationsBMO estimatesstochastic singular integral operator

Mathematics Subject Classification ID

Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inequalities involving derivatives and differential and integral operators (26D10)

Related Items

Schauder estimates for stochastic transport-diffusion equations with Lévy processes, BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations, Schauder-type estimates for higher-order parabolic SPDEs, The second-order parabolic PDEs with singular coefficients and applications, Stochastic maximal regularity for rough time-dependent problems, On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations

Cites Work

• Stochastic maximal \(L^{p}\)-regularity
• On the Itô--Wentzell formula for distribution-valued processes and related topics
• A parabolic Littlewood-Paley inequality with applications to parabolic equations
• On functions of bounded mean oscillation
• £^(p,λ)‐spaces and interpolation
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